13
H index
18
i10 index
1589
Citations
Bank for International Settlements (BIS) | 13 H index 18 i10 index 1589 Citations RESEARCH PRODUCTION: 15 Articles 18 Papers 5 Books 10 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 24 years (2000 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pup18 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Upper. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 10 |
Working Papers Series with more than one paper published | # docs |
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BIS Working Papers / Bank for International Settlements | 7 |
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank | 5 |
Year | Title of citing document |
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2024 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper |
2024 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper |
2023 | Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134. Full description at Econpapers || Download paper |
2023 | Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081. Full description at Econpapers || Download paper |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:2:p:167-190. Full description at Econpapers || Download paper |
2023 | Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103. Full description at Econpapers || Download paper |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper |
2023 | Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers || Download paper |
2023 | Rural banking spatial competition and stability. (2023). Amanda, Citra. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:492-504. Full description at Econpapers || Download paper |
2023 | Robust investment and hedging policy with limited commitment. (2023). Liang, Yongtang ; Wu, Yaoyao ; Ma, Jinrun. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001566. Full description at Econpapers || Download paper |
2023 | Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360. Full description at Econpapers || Download paper |
2023 | Inclusion of the RMB in SDRs and the impossible trinity in China. (2023). Yuan, Fan ; Le, Duong Thuy ; Feng, Ling. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000036. Full description at Econpapers || Download paper |
2024 | Exchange rates and the speed of economic recovery: The role of financial development. (2024). Fisera, Boris. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001048. Full description at Econpapers || Download paper |
2023 | Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455. Full description at Econpapers || Download paper |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper |
2023 | Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681. Full description at Econpapers || Download paper |
2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper |
2023 | Explaining and modeling the mediating role of energy consumption between financial development and carbon emissions. (2023). Akan, Taner. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007065. Full description at Econpapers || Download paper |
2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper |
2023 | Effects of mergers on network models of the financial system. (2023). Heckmann-Draisbach, Lotta ; Nevermann, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004477. Full description at Econpapers || Download paper |
2024 | Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722. Full description at Econpapers || Download paper |
2023 | FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713. Full description at Econpapers || Download paper |
2023 | Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396. Full description at Econpapers || Download paper |
2023 | The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414. Full description at Econpapers || Download paper |
2023 | Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594. Full description at Econpapers || Download paper |
2023 | An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895. Full description at Econpapers || Download paper |
2023 | Gold-mining stocks, risk factors, and tail patterns. (2023). , James ; Cai, Jun ; Qin, Yiyi ; Webb, Robert I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000914. Full description at Econpapers || Download paper |
2023 | Policy uncertainty and bank systemic risk: A perspective of risk decomposition. (2023). Wang, QI ; Fang, YI ; Zhao, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000951. Full description at Econpapers || Download paper |
2023 | Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117. Full description at Econpapers || Download paper |
2023 | Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699. Full description at Econpapers || Download paper |
2023 | Assessing and mitigating fire sales risk under partial information. (2023). Maria, Luitgard Anna ; Pang, Raymond Ka-Kay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001875. Full description at Econpapers || Download paper |
2023 | The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique. In: Journal of Economics and Business. RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280. Full description at Econpapers || Download paper |
2023 | A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005. Full description at Econpapers || Download paper |
2024 | Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615. Full description at Econpapers || Download paper |
2023 | Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110. Full description at Econpapers || Download paper |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
2023 | The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223. Full description at Econpapers || Download paper |
2023 | Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market. (2023). Weigerding, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:244-264. Full description at Econpapers || Download paper |
2024 | Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Yuan, Yan ; Wang, Yanru ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172. Full description at Econpapers || Download paper |
2023 | Deposit insurance system, risk-adjusted premium and bank systemic risk: Evidence from China. (2023). Shen, Chuang ; Chen, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000958. Full description at Econpapers || Download paper |
2023 | Estimating Historical Downside Risks of Global Financial Market Indices via Inflation Rate-Adjusted Dependence Graphs. (2023). Kim, Woo Chang ; Choi, Insu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923002039. Full description at Econpapers || Download paper |
2024 | Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). Guimares, Acassio Silva ; de Frana, Joo Vinicius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915. Full description at Econpapers || Download paper |
2023 | Assessing and mitigating fire sales risk under partial information. (2023). , Luitgard ; Pang, Raymond Ka-Kay. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120171. Full description at Econpapers || Download paper |
2023 | Options on Interbank Rates and Implied Disaster Risk. (2023). Seo, Sang Byung ; Kim, Hyung Joo ; Doshi, Hitesh. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-54. Full description at Econpapers || Download paper |
2023 | The Costs of Agglomeration: Misallocation of Credit in Chinese Cities. (2023). Chen, Haiquan ; Tian, YU ; Liu, LU. In: Land. RePEc:gam:jlands:v:12:y:2023:i:3:p:578-:d:1082932. Full description at Econpapers || Download paper |
2023 | Managing Information Sensitivity: The Relationship between the Interbank Offered Rate and the Characteristics of Bank-Issued Wealth Management Products in China. (2023). Chen, Chunhui ; Bai, Gang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1392-:d:1032318. Full description at Econpapers || Download paper |
2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper |
2023 | Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72. Full description at Econpapers || Download paper |
2023 | Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73. Full description at Econpapers || Download paper |
2023 | Liquidity Risk and Funding Cost. (2023). Ranaldo, Angelo ; Wrampelmeyer, Jan ; Bechtel, Alexander. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:399-422.. Full description at Econpapers || Download paper |
2023 | anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052. Full description at Econpapers || Download paper |
2023 | Risk contagion of bank-firm loan network: evidence from China. (2023). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Hao, Qingmin. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00237-w. Full description at Econpapers || Download paper |
2023 | The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w. Full description at Econpapers || Download paper |
2023 | Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22. Full description at Econpapers || Download paper |
2023 | Regulation with Externalities and Misallocation in General Equilibrium. (2023). Schaab, Andreas ; Clayton, Christopher. In: TSE Working Papers. RePEc:tse:wpaper:128146. Full description at Econpapers || Download paper |
2023 | Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:280415. Full description at Econpapers || Download paper |
Journal | |
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BIS Quarterly Review |
Year | Title | Type | Cited |
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2017 | Capital Misallocation and Financial Development: A Sector-Level Analysis In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 9 |
2017 | Capital misallocation and financial development: A sector-level analysis.(2017) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2017 | CAPITAL MISALLOCATION AND FINANCIAL DEVELOPMENT: A SECTOR-LEVEL ANALYSIS.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2001 | Estimating bilateral exposures in the German interbank market: is there a danger of contagion? In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 535 |
2004 | Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?.(2004) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 535 | article | |
2002 | Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 535 | paper | |
2001 | Measuring liquidity under stress In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
2001 | How safe was the Safe Haven? Financial market liquidity during the 1998 turbulences In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 18 |
2000 | How safe was the safe haven? Financial market liquidity during the 1998 turbulences.(2000) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2002 | How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 12 |
2023 | Inflation and labour markets In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2023 | Inflation and labour markets.(2023) In: BIS Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | book | |
2023 | Lessons from 20 years of central banking in the Americas In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Real long-term interest rates and monetary policy: a cross-country perspective In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 10 |
2016 | Inflation mechanisms, expectations and monetary policy - Overview In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
2017 | Macroprudential frameworks, implementation and relationship with other policies In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 7 |
2017 | Macroprudential frameworks: implementation and effectiveness In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 10 |
2023 | The energy transition and its macroeconomic effects In: BIS Papers. [Full Text][Citation analysis] | book | 0 |
2017 | Building Resilience to Global Risks: Challenges for African Central Banks In: BIS Papers. [Full Text][Citation analysis] | book | 2 |
2006 | Derivatives activity and monetary policy In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 5 |
2007 | Economic derivatives In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 2 |
2007 | The covered bond market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 19 |
2007 | Changing post-trading arrangements for OTC derivatives In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 11 |
2008 | What drives interbank rates? Evidence from the Libor panel In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 168 |
2010 | Debt reduction after crises In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 25 |
2013 | The OTC interest rate derivatives market in 2013 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
2016 | Emerging derivatives markets? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 19 |
2018 | Mortgages, developers and property prices In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2024 | Towards liquid and resilient government debt markets in EMEs In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2023 | What happens to EMEs when US yields go up? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | The tail wags the dog: time-varying information shares in the Bund market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 33 |
2002 | Tail Wags Dog? Time-Varying Information Shares in the Bund Market.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2007 | Using counterfactual simulations to assess the danger of contagion in interbank markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 71 |
2013 | Credit and growth after financial crises In: BIS Working Papers. [Full Text][Citation analysis] | paper | 14 |
2016 | Labour reallocation and productivity dynamics: financial causes, real consequences In: BIS Working Papers. [Full Text][Citation analysis] | paper | 81 |
2018 | Are banks opaque? Evidence from insider trading In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Financial Crises and Economic Activity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 111 |
2009 | Financial crises and economic activity.(2009) In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
2009 | Financial Crises and Economic Activity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
2002 | Time variation in the tail behaviour of bunds futures returns In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2002 | Time Variation in the Tail Behaviour of Bund Futures Returns.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2011 | Simulation methods to assess the danger of contagion in interbank markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 386 |
2012 | The ESRB at 1 In: SUERF Studies. [Full Text][Citation analysis] | book | 0 |
2018 | Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
2001 | Do institutional safeguards limit the danger of contagion in the German interbank market? In: Proceedings. [Citation analysis] | paper | 0 |
2023 | Credit booms, labor reallocation, and productivity growth In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 0 |
2004 | Time variation in the tail behavior of Bund future returns In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
2002 | Time Variation in the Tail Behaviour of Bund Futures Returns.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper |
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